+3,689.8%
FN vs SPG
+426.0%
+3,263.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.5% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | -22.0% | -6.8% | -15.2% | -20.1% |
| 3M | -43.0% | +2.7% | -45.7% | -44.0% |
| 6M | -27.7% | +5.5% | -33.2% | -29.7% |
| YTD | -10.5% | +15.7% | -26.2% | -15.8% |
| 1Y | +12.5% | +20.9% | -8.4% | +4.1% |
| 3Y | +153.8% | +112.4% | +41.4% | +92.6% |
| 5Y | +288.0% | +101.4% | +186.6% | +196.9% |
| 10Y | +906.4% | +60.6% | +845.8% | +761.5% |
| All | +3,689.8% | +426.0% | +3,263.8% | +1,407.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling